| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,341.50 |
1,326.00 |
-15.50 |
-1.2% |
1,332.00 |
| High |
1,344.00 |
1,327.00 |
-17.00 |
-1.3% |
1,345.50 |
| Low |
1,327.00 |
1,310.75 |
-16.25 |
-1.2% |
1,316.25 |
| Close |
1,327.75 |
1,315.25 |
-12.50 |
-0.9% |
1,327.75 |
| Range |
17.00 |
16.25 |
-0.75 |
-4.4% |
29.25 |
| ATR |
16.64 |
16.67 |
0.03 |
0.2% |
0.00 |
| Volume |
2,247,208 |
2,050,172 |
-197,036 |
-8.8% |
10,149,194 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.50 |
1,357.00 |
1,324.25 |
|
| R3 |
1,350.25 |
1,340.75 |
1,319.75 |
|
| R2 |
1,334.00 |
1,334.00 |
1,318.25 |
|
| R1 |
1,324.50 |
1,324.50 |
1,316.75 |
1,321.00 |
| PP |
1,317.75 |
1,317.75 |
1,317.75 |
1,316.00 |
| S1 |
1,308.25 |
1,308.25 |
1,313.75 |
1,305.00 |
| S2 |
1,301.50 |
1,301.50 |
1,312.25 |
|
| S3 |
1,285.25 |
1,292.00 |
1,310.75 |
|
| S4 |
1,269.00 |
1,275.75 |
1,306.25 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,417.50 |
1,402.00 |
1,343.75 |
|
| R3 |
1,388.25 |
1,372.75 |
1,335.75 |
|
| R2 |
1,359.00 |
1,359.00 |
1,333.00 |
|
| R1 |
1,343.50 |
1,343.50 |
1,330.50 |
1,336.50 |
| PP |
1,329.75 |
1,329.75 |
1,329.75 |
1,326.50 |
| S1 |
1,314.25 |
1,314.25 |
1,325.00 |
1,307.50 |
| S2 |
1,300.50 |
1,300.50 |
1,322.50 |
|
| S3 |
1,271.25 |
1,285.00 |
1,319.75 |
|
| S4 |
1,242.00 |
1,255.75 |
1,311.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,345.50 |
1,310.75 |
34.75 |
2.6% |
15.25 |
1.2% |
13% |
False |
True |
2,004,604 |
| 10 |
1,358.25 |
1,310.75 |
47.50 |
3.6% |
17.75 |
1.3% |
9% |
False |
True |
2,044,874 |
| 20 |
1,373.50 |
1,310.75 |
62.75 |
4.8% |
16.75 |
1.3% |
7% |
False |
True |
1,960,064 |
| 40 |
1,373.50 |
1,290.50 |
83.00 |
6.3% |
15.25 |
1.2% |
30% |
False |
False |
1,812,182 |
| 60 |
1,373.50 |
1,241.25 |
132.25 |
10.1% |
18.00 |
1.4% |
56% |
False |
False |
1,691,278 |
| 80 |
1,373.50 |
1,241.25 |
132.25 |
10.1% |
17.25 |
1.3% |
56% |
False |
False |
1,269,129 |
| 100 |
1,373.50 |
1,241.25 |
132.25 |
10.1% |
16.25 |
1.2% |
56% |
False |
False |
1,015,516 |
| 120 |
1,373.50 |
1,167.25 |
206.25 |
15.7% |
15.25 |
1.2% |
72% |
False |
False |
846,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,396.00 |
|
2.618 |
1,369.50 |
|
1.618 |
1,353.25 |
|
1.000 |
1,343.25 |
|
0.618 |
1,337.00 |
|
HIGH |
1,327.00 |
|
0.618 |
1,320.75 |
|
0.500 |
1,319.00 |
|
0.382 |
1,317.00 |
|
LOW |
1,310.75 |
|
0.618 |
1,300.75 |
|
1.000 |
1,294.50 |
|
1.618 |
1,284.50 |
|
2.618 |
1,268.25 |
|
4.250 |
1,241.75 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,319.00 |
1,328.00 |
| PP |
1,317.75 |
1,323.75 |
| S1 |
1,316.50 |
1,319.50 |
|